| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.91% | 79.62% |
| Max Drawdown | -25.78% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.52 | 0.96 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.81 | 1.08 |
| CPC Index | 0.38 | 0.57 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 40.19 | 2.92 |
| Outlier Loss Ratio | 3.37 | 2.97 |
| Volatility (ann.) | 8.91% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.56 | 2.33 |
| Skew | -1.33 | 0.2 |
| Kurtosis | 57.56 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.23% | 4.27% |
| Expected Yearly % | -8.3% | 34.02% |
| Kelly Criterion | -11.15% | 3.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11378128:BTCUSD | 11378128:btcusd:triple_med_gx:lsma175_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.24 | -0.11 | - |
| 2025 | 30.14 | -12.19 | -0.40 | - |
| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -1.56% | 45.08% |
| 6M | -5.21% | 28.47% |
| YTD | -12.19% | 30.14% |
| 1Y | -15.91% | 105.13% |
| 3Y (ann.) | -14.36% | 68.87% |
| 5Y (ann.) | -14.36% | 68.87% |
| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| Max Drawdown | -25.78% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -6.33% | -4.58% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.62 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-07-14 | -25.78 | 359 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| Metric | 11378128:btcusd:triple_med_gx:lsma175_50 | 11378128:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.53% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 10.53% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | -4.24% | 38.02% |
| Worst Year | -12.19% | 30.14% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 2.43% | 5.55% |
| Avg. Down Week | -4.92% | -5.19% |
| Avg. Up Month | 4.86% | 7.94% |
| Avg. Down Month | -7.94% | -5.41% |
| Win Days % | 44.94% | 51.93% |
| Win Month % | 30.0% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |